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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_implied_volatility_helper.html">ImpliedVolatilityHelper</a></div>
<h1>ImpliedVolatilityHelper Class Reference</h1><!-- doxytag: class="QuantLib::ImpliedVolatilityHelper" --><code>#include <ql/instruments/impliedvolatility.hpp></code>
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<a href="class_quant_lib_1_1_implied_volatility_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
helper class for one-asset implied-volatility calculation
<p>
The passed engine must be linked to the passed quote (see, e.g., <a class="el" href="class_quant_lib_1_1_vanilla_option.html" title="Vanilla option (no discrete dividends, no barriers) on a single asset.">VanillaOption</a> to see how this can be achieved.) <table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13b0121ffdb5be4453203fac0295b3bf"></a><!-- doxytag: member="QuantLib::ImpliedVolatilityHelper::calculate" ref="13b0121ffdb5be4453203fac0295b3bf" args="(const Instrument &instrument, const PricingEngine &engine, SimpleQuote &volQuote, Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol)" -->
static <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>calculate</b> (const <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> &instrument, const <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> &engine, <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> &volQuote, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> targetValue, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> maxEvaluations, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> minVol, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> maxVol)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">static boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_volatility_helper.html#503b1bec02b333d2c3cdbfd7c07b6803">clone</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &process, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > &volQuote)</td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="503b1bec02b333d2c3cdbfd7c07b6803"></a><!-- doxytag: member="QuantLib::ImpliedVolatilityHelper::clone" ref="503b1bec02b333d2c3cdbfd7c07b6803" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, const boost::shared_ptr< SimpleQuote > &volQuote)" -->
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<td class="memname">static boost::shared_ptr<<a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a>> clone </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > & </td>
<td class="paramname"> <em>process</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > & </td>
<td class="paramname"> <em>volQuote</em></td><td> </td>
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<td>)</td>
<td></td><td></td><td width="100%"><code> [static]</code></td>
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The returned process is equal to the passed one, except for the volatility which is flat and whose value is driven by the passed quote.
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